NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 28-Jul-2011

Day Change Summary
	Previous	Current
	27-Jul-2011	28-Jul-2011	Change	Change %	Previous Week
Open	10,050	9,915	-135	-1.3%	9,990
High	10,050	9,925	-125	-1.2%	10,090
Low	10,050	9,915	-135	-1.3%	9,935
Close	9,895	9,840	-55	-0.6%	10,120
Range	0	10	10		155
ATR	19	20	1	4.0%	0
Volume	29	29	0	0.0%	78

Daily Pivots for day following 28-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,923	9,892	9,846
R3	9,913	9,882	9,843
R2	9,903	9,903	9,842
R1	9,872	9,872	9,841	9,883
PP	9,893	9,893	9,893	9,899
S1	9,862	9,862	9,839	9,873
S2	9,883	9,883	9,838
S3	9,873	9,852	9,837
S4	9,863	9,842	9,835

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,513	10,472	10,205
R3	10,358	10,317	10,163
R2	10,203	10,203	10,149
R1	10,162	10,162	10,134	10,183
PP	10,048	10,048	10,048	10,059
S1	10,007	10,007	10,106	10,028
S2	9,893	9,893	10,092
S3	9,738	9,852	10,078
S4	9,583	9,697	10,035

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,120	9,915	205	2.1%	2	0.0%	-37%	False	True	26
10	10,120	9,910	210	2.1%	1	0.0%	-33%	False	False	18
20	10,120	9,810	310	3.2%	1	0.0%	10%	False	False	11

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	9,968
2.618	9,951
1.618	9,941
1.000	9,935
0.618	9,931
HIGH	9,925
0.618	9,921
0.500	9,920
0.382	9,919
LOW	9,915
0.618	9,909
1.000	9,905
1.618	9,899
2.618	9,889
4.250	9,873

Fisher Pivots for day following 28-Jul-2011
Pivot	1 day	3 day
R1	9,920	9,983
PP	9,893	9,935
S1	9,867	9,888

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These figures are updated between 7pm and 10pm EST after a trading day.

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